A Berry-Esséen bound for Student's statistic in the non-i. i. d. case

DOI10.1007/BF02214086MaRDI QIDQ1923940zbMATH OpenFDO

Authors Vidmantas Bentkus, Mindaugas Bloznelis, Friedrich Götze

Publication date 25 October 1999

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

central limit theoremconvergence rateself-normalized sumsnon-identically distributed random variablesStudent's statisticBerry-Esséen bound

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cited in

(25)

• Malliavin calculus and self normalized sums
• A note on the normal approximation error for randomly weighted self-normalized sums
• Berry-Esseen bounds for self-normalized martingales
• The Berry-Esséen bound for Studentized statistics
• Central limit theorem and near classical Berry-Esseen rate for self normalized sums in high dimensions
• A Berry-Esseen bound for \(U\)-statistics
• Self-normalization: taming a wild population in a heavy-tailed world
• scientific article; zbMATH DE number 4145118 (Why is no real title available?)
• scientific article; zbMATH DE number 3973955 (Why is no real title available?)
• Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.
• The Berry-Esseen bound for Student's statistic
• Laws of the iterated logarithm for self-normalised Lévy processes at zero
• Self-normalized moderate deviations for independent random variables
• Berry-Esseen bounds for self-normalized sums of locally dependent random variables
• Self-normalized Cramér-type large deviations for independent random variables.
• Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean
• Self-normalized Cramér type moderate deviations for martingales
• On the self-normalized Cramér-type large deviation
• Inference from small and big data sets with error rates
• Inference for modulated stationary processes
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
• Refined self-normalized large deviations for independent random variables
• A Berry-Esseen bound for least squares error variance estimators of regression parameters
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
• Self-normalized LIL for Hanson-Russo type increments

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